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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 25 Nov 2009 11:17:10 -0700

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2009/Nov/25/t12591731669xs8qe0o4j8x57n.htm/, Retrieved Tue, 07 May 2024 16:14:22 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=59535, Retrieved Tue, 07 May 2024 16:14:22 +0000

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IsPrivate?

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User-defined keywords

Estimated Impact

130

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)

-     [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-12 13:32:37] [76963dc1903f0f612b6153510a3818cf]
- R  D  [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-17 12:14:40] [76963dc1903f0f612b6153510a3818cf]
-         [Univariate Explorative Data Analysis] [Run Sequence Plot...] [2008-12-22 18:19:51] [1ce0d16c8f4225c977b42c8fa93bc163]
- RMP       [(Partial) Autocorrelation Function] [Identifying Integ...] [2009-11-22 12:16:10] [b98453cac15ba1066b407e146608df68]
-   PD          [(Partial) Autocorrelation Function] [WS8.3] [2009-11-25 18:17:10] [dd4f17965cad1d38de7a1c062d32d75d] [Current]

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Dataseries X:

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Histogram

Boxplots

8.2
8
7.5
6.8
6.5
6.6
7.6
8
8.1
7.7
7.5
7.6
7.8
7.8
7.8
7.5
7.5
7.1
7.5
7.5
7.6
7.7
7.7
7.9
8.1
8.2
8.2
8.2
7.9
7.3
6.9
6.6
6.7
6.9
7
7.1
7.2
7.1
6.9
7
6.8
6.4
6.7
6.6
6.4
6.3
6.2
6.5
6.8
6.8
6.4
6.1
5.8
6.1
7.2
7.3
6.9
6.1
5.8
6.2
7.1
7.7
7.9
7.7
7.4
7.5
8
8.1

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	1 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 1 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59535&T=0

[TABLE]
[ROW][C]Summary of computational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]1 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59535&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59535&T=0

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	1 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.873069	6.5335	0
2	0.62941	4.7101	8e-06
3	0.384059	2.874	0.002859
4	0.253416	1.8964	0.031536
5	0.239725	1.7939	0.039111
6	0.256222	1.9174	0.030147
7	0.239605	1.793	0.039184
8	0.176276	1.3191	0.096247
9	0.106831	0.7995	0.213704
10	0.066095	0.4946	0.311406
11	0.050854	0.3806	0.352485
12	0.009177	0.0687	0.472746
13	-0.053486	-0.4003	0.345246
14	-0.136821	-1.0239	0.155149
15	-0.20175	-1.5098	0.068363
16	-0.222458	-1.6647	0.050777
17	-0.20708	-1.5496	0.063431
18	-0.168029	-1.2574	0.106911
19	-0.141521	-1.059	0.147063
20	-0.145648	-1.0899	0.140206
21	-0.202362	-1.5143	0.067782
22	-0.297097	-2.2233	0.015125
23	-0.39311	-2.9418	0.00237
24	-0.43236	-3.2355	0.00102
25	-0.397177	-2.9722	0.002176
26	-0.3197	-2.3924	0.010059
27	-0.251235	-1.8801	0.032652
28	-0.234927	-1.758	0.042103
29	-0.255566	-1.9125	0.030467
30	-0.269992	-2.0204	0.024065
31	-0.236851	-1.7724	0.040881
32	-0.175323	-1.312	0.097437
33	-0.113691	-0.8508	0.199255
34	-0.080229	-0.6004	0.275338
35	-0.050628	-0.3789	0.35311
36	0.000286	0.0021	0.499149

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.873069 & 6.5335 & 0 \tabularnewline
2 & 0.62941 & 4.7101 & 8e-06 \tabularnewline
3 & 0.384059 & 2.874 & 0.002859 \tabularnewline
4 & 0.253416 & 1.8964 & 0.031536 \tabularnewline
5 & 0.239725 & 1.7939 & 0.039111 \tabularnewline
6 & 0.256222 & 1.9174 & 0.030147 \tabularnewline
7 & 0.239605 & 1.793 & 0.039184 \tabularnewline
8 & 0.176276 & 1.3191 & 0.096247 \tabularnewline
9 & 0.106831 & 0.7995 & 0.213704 \tabularnewline
10 & 0.066095 & 0.4946 & 0.311406 \tabularnewline
11 & 0.050854 & 0.3806 & 0.352485 \tabularnewline
12 & 0.009177 & 0.0687 & 0.472746 \tabularnewline
13 & -0.053486 & -0.4003 & 0.345246 \tabularnewline
14 & -0.136821 & -1.0239 & 0.155149 \tabularnewline
15 & -0.20175 & -1.5098 & 0.068363 \tabularnewline
16 & -0.222458 & -1.6647 & 0.050777 \tabularnewline
17 & -0.20708 & -1.5496 & 0.063431 \tabularnewline
18 & -0.168029 & -1.2574 & 0.106911 \tabularnewline
19 & -0.141521 & -1.059 & 0.147063 \tabularnewline
20 & -0.145648 & -1.0899 & 0.140206 \tabularnewline
21 & -0.202362 & -1.5143 & 0.067782 \tabularnewline
22 & -0.297097 & -2.2233 & 0.015125 \tabularnewline
23 & -0.39311 & -2.9418 & 0.00237 \tabularnewline
24 & -0.43236 & -3.2355 & 0.00102 \tabularnewline
25 & -0.397177 & -2.9722 & 0.002176 \tabularnewline
26 & -0.3197 & -2.3924 & 0.010059 \tabularnewline
27 & -0.251235 & -1.8801 & 0.032652 \tabularnewline
28 & -0.234927 & -1.758 & 0.042103 \tabularnewline
29 & -0.255566 & -1.9125 & 0.030467 \tabularnewline
30 & -0.269992 & -2.0204 & 0.024065 \tabularnewline
31 & -0.236851 & -1.7724 & 0.040881 \tabularnewline
32 & -0.175323 & -1.312 & 0.097437 \tabularnewline
33 & -0.113691 & -0.8508 & 0.199255 \tabularnewline
34 & -0.080229 & -0.6004 & 0.275338 \tabularnewline
35 & -0.050628 & -0.3789 & 0.35311 \tabularnewline
36 & 0.000286 & 0.0021 & 0.499149 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59535&T=1

[TABLE]
[ROW][C]Autocorrelation Function[/C][/ROW]
[ROW][C]Time lag k[/C][C]ACF(k)[/C][C]T-STAT[/C][C]P-value[/C][/ROW]
[ROW][C]1[/C][C]0.873069[/C][C]6.5335[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.62941[/C][C]4.7101[/C][C]8e-06[/C][/ROW]
[ROW][C]3[/C][C]0.384059[/C][C]2.874[/C][C]0.002859[/C][/ROW]
[ROW][C]4[/C][C]0.253416[/C][C]1.8964[/C][C]0.031536[/C][/ROW]
[ROW][C]5[/C][C]0.239725[/C][C]1.7939[/C][C]0.039111[/C][/ROW]
[ROW][C]6[/C][C]0.256222[/C][C]1.9174[/C][C]0.030147[/C][/ROW]
[ROW][C]7[/C][C]0.239605[/C][C]1.793[/C][C]0.039184[/C][/ROW]
[ROW][C]8[/C][C]0.176276[/C][C]1.3191[/C][C]0.096247[/C][/ROW]
[ROW][C]9[/C][C]0.106831[/C][C]0.7995[/C][C]0.213704[/C][/ROW]
[ROW][C]10[/C][C]0.066095[/C][C]0.4946[/C][C]0.311406[/C][/ROW]
[ROW][C]11[/C][C]0.050854[/C][C]0.3806[/C][C]0.352485[/C][/ROW]
[ROW][C]12[/C][C]0.009177[/C][C]0.0687[/C][C]0.472746[/C][/ROW]
[ROW][C]13[/C][C]-0.053486[/C][C]-0.4003[/C][C]0.345246[/C][/ROW]
[ROW][C]14[/C][C]-0.136821[/C][C]-1.0239[/C][C]0.155149[/C][/ROW]
[ROW][C]15[/C][C]-0.20175[/C][C]-1.5098[/C][C]0.068363[/C][/ROW]
[ROW][C]16[/C][C]-0.222458[/C][C]-1.6647[/C][C]0.050777[/C][/ROW]
[ROW][C]17[/C][C]-0.20708[/C][C]-1.5496[/C][C]0.063431[/C][/ROW]
[ROW][C]18[/C][C]-0.168029[/C][C]-1.2574[/C][C]0.106911[/C][/ROW]
[ROW][C]19[/C][C]-0.141521[/C][C]-1.059[/C][C]0.147063[/C][/ROW]
[ROW][C]20[/C][C]-0.145648[/C][C]-1.0899[/C][C]0.140206[/C][/ROW]
[ROW][C]21[/C][C]-0.202362[/C][C]-1.5143[/C][C]0.067782[/C][/ROW]
[ROW][C]22[/C][C]-0.297097[/C][C]-2.2233[/C][C]0.015125[/C][/ROW]
[ROW][C]23[/C][C]-0.39311[/C][C]-2.9418[/C][C]0.00237[/C][/ROW]
[ROW][C]24[/C][C]-0.43236[/C][C]-3.2355[/C][C]0.00102[/C][/ROW]
[ROW][C]25[/C][C]-0.397177[/C][C]-2.9722[/C][C]0.002176[/C][/ROW]
[ROW][C]26[/C][C]-0.3197[/C][C]-2.3924[/C][C]0.010059[/C][/ROW]
[ROW][C]27[/C][C]-0.251235[/C][C]-1.8801[/C][C]0.032652[/C][/ROW]
[ROW][C]28[/C][C]-0.234927[/C][C]-1.758[/C][C]0.042103[/C][/ROW]
[ROW][C]29[/C][C]-0.255566[/C][C]-1.9125[/C][C]0.030467[/C][/ROW]
[ROW][C]30[/C][C]-0.269992[/C][C]-2.0204[/C][C]0.024065[/C][/ROW]
[ROW][C]31[/C][C]-0.236851[/C][C]-1.7724[/C][C]0.040881[/C][/ROW]
[ROW][C]32[/C][C]-0.175323[/C][C]-1.312[/C][C]0.097437[/C][/ROW]
[ROW][C]33[/C][C]-0.113691[/C][C]-0.8508[/C][C]0.199255[/C][/ROW]
[ROW][C]34[/C][C]-0.080229[/C][C]-0.6004[/C][C]0.275338[/C][/ROW]
[ROW][C]35[/C][C]-0.050628[/C][C]-0.3789[/C][C]0.35311[/C][/ROW]
[ROW][C]36[/C][C]0.000286[/C][C]0.0021[/C][C]0.499149[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59535&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59535&T=1

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.873069	6.5335	0
2	0.62941	4.7101	8e-06
3	0.384059	2.874	0.002859
4	0.253416	1.8964	0.031536
5	0.239725	1.7939	0.039111
6	0.256222	1.9174	0.030147
7	0.239605	1.793	0.039184
8	0.176276	1.3191	0.096247
9	0.106831	0.7995	0.213704
10	0.066095	0.4946	0.311406
11	0.050854	0.3806	0.352485
12	0.009177	0.0687	0.472746
13	-0.053486	-0.4003	0.345246
14	-0.136821	-1.0239	0.155149
15	-0.20175	-1.5098	0.068363
16	-0.222458	-1.6647	0.050777
17	-0.20708	-1.5496	0.063431
18	-0.168029	-1.2574	0.106911
19	-0.141521	-1.059	0.147063
20	-0.145648	-1.0899	0.140206
21	-0.202362	-1.5143	0.067782
22	-0.297097	-2.2233	0.015125
23	-0.39311	-2.9418	0.00237
24	-0.43236	-3.2355	0.00102
25	-0.397177	-2.9722	0.002176
26	-0.3197	-2.3924	0.010059
27	-0.251235	-1.8801	0.032652
28	-0.234927	-1.758	0.042103
29	-0.255566	-1.9125	0.030467
30	-0.269992	-2.0204	0.024065
31	-0.236851	-1.7724	0.040881
32	-0.175323	-1.312	0.097437
33	-0.113691	-0.8508	0.199255
34	-0.080229	-0.6004	0.275338
35	-0.050628	-0.3789	0.35311
36	0.000286	0.0021	0.499149

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.873069	6.5335	0
2	-0.558734	-4.1812	5.1e-05
3	0.093678	0.701	0.243096
4	0.374972	2.806	0.003443
5	0.017345	0.1298	0.448596
6	-0.267362	-2.0008	0.025138
7	0.025799	0.1931	0.423805
8	0.127345	0.953	0.172352
9	0.016275	0.1218	0.45175
10	-0.09202	-0.6886	0.246955
11	-0.077207	-0.5778	0.28287
12	-0.213673	-1.599	0.057726
13	0.15751	1.1787	0.121752
14	-0.084992	-0.636	0.263676
15	-0.149336	-1.1175	0.13427
16	0.038428	0.2876	0.387369
17	0.073311	0.5486	0.292727
18	0.025118	0.188	0.425791
19	-0.097683	-0.731	0.233917
20	-0.116162	-0.8693	0.194203
21	-0.232732	-1.7416	0.043534
22	-0.060557	-0.4532	0.326089
23	0.061089	0.4571	0.324666
24	0.02571	0.1924	0.424064
25	-0.048755	-0.3648	0.3583
26	-0.122183	-0.9143	0.18223
27	-0.013256	-0.0992	0.460667
28	0.012036	0.0901	0.464276
29	-0.022919	-0.1715	0.432221
30	-0.017742	-0.1328	0.447426
31	0.024369	0.1824	0.427978
32	-0.05786	-0.433	0.333344
33	0.079424	0.5944	0.277333
34	0.059344	0.4441	0.329344
35	0.072172	0.5401	0.295639
36	-0.039428	-0.295	0.384523

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.873069 & 6.5335 & 0 \tabularnewline
2 & -0.558734 & -4.1812 & 5.1e-05 \tabularnewline
3 & 0.093678 & 0.701 & 0.243096 \tabularnewline
4 & 0.374972 & 2.806 & 0.003443 \tabularnewline
5 & 0.017345 & 0.1298 & 0.448596 \tabularnewline
6 & -0.267362 & -2.0008 & 0.025138 \tabularnewline
7 & 0.025799 & 0.1931 & 0.423805 \tabularnewline
8 & 0.127345 & 0.953 & 0.172352 \tabularnewline
9 & 0.016275 & 0.1218 & 0.45175 \tabularnewline
10 & -0.09202 & -0.6886 & 0.246955 \tabularnewline
11 & -0.077207 & -0.5778 & 0.28287 \tabularnewline
12 & -0.213673 & -1.599 & 0.057726 \tabularnewline
13 & 0.15751 & 1.1787 & 0.121752 \tabularnewline
14 & -0.084992 & -0.636 & 0.263676 \tabularnewline
15 & -0.149336 & -1.1175 & 0.13427 \tabularnewline
16 & 0.038428 & 0.2876 & 0.387369 \tabularnewline
17 & 0.073311 & 0.5486 & 0.292727 \tabularnewline
18 & 0.025118 & 0.188 & 0.425791 \tabularnewline
19 & -0.097683 & -0.731 & 0.233917 \tabularnewline
20 & -0.116162 & -0.8693 & 0.194203 \tabularnewline
21 & -0.232732 & -1.7416 & 0.043534 \tabularnewline
22 & -0.060557 & -0.4532 & 0.326089 \tabularnewline
23 & 0.061089 & 0.4571 & 0.324666 \tabularnewline
24 & 0.02571 & 0.1924 & 0.424064 \tabularnewline
25 & -0.048755 & -0.3648 & 0.3583 \tabularnewline
26 & -0.122183 & -0.9143 & 0.18223 \tabularnewline
27 & -0.013256 & -0.0992 & 0.460667 \tabularnewline
28 & 0.012036 & 0.0901 & 0.464276 \tabularnewline
29 & -0.022919 & -0.1715 & 0.432221 \tabularnewline
30 & -0.017742 & -0.1328 & 0.447426 \tabularnewline
31 & 0.024369 & 0.1824 & 0.427978 \tabularnewline
32 & -0.05786 & -0.433 & 0.333344 \tabularnewline
33 & 0.079424 & 0.5944 & 0.277333 \tabularnewline
34 & 0.059344 & 0.4441 & 0.329344 \tabularnewline
35 & 0.072172 & 0.5401 & 0.295639 \tabularnewline
36 & -0.039428 & -0.295 & 0.384523 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59535&T=2

[TABLE]
[ROW][C]Partial Autocorrelation Function[/C][/ROW]
[ROW][C]Time lag k[/C][C]PACF(k)[/C][C]T-STAT[/C][C]P-value[/C][/ROW]
[ROW][C]1[/C][C]0.873069[/C][C]6.5335[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.558734[/C][C]-4.1812[/C][C]5.1e-05[/C][/ROW]
[ROW][C]3[/C][C]0.093678[/C][C]0.701[/C][C]0.243096[/C][/ROW]
[ROW][C]4[/C][C]0.374972[/C][C]2.806[/C][C]0.003443[/C][/ROW]
[ROW][C]5[/C][C]0.017345[/C][C]0.1298[/C][C]0.448596[/C][/ROW]
[ROW][C]6[/C][C]-0.267362[/C][C]-2.0008[/C][C]0.025138[/C][/ROW]
[ROW][C]7[/C][C]0.025799[/C][C]0.1931[/C][C]0.423805[/C][/ROW]
[ROW][C]8[/C][C]0.127345[/C][C]0.953[/C][C]0.172352[/C][/ROW]
[ROW][C]9[/C][C]0.016275[/C][C]0.1218[/C][C]0.45175[/C][/ROW]
[ROW][C]10[/C][C]-0.09202[/C][C]-0.6886[/C][C]0.246955[/C][/ROW]
[ROW][C]11[/C][C]-0.077207[/C][C]-0.5778[/C][C]0.28287[/C][/ROW]
[ROW][C]12[/C][C]-0.213673[/C][C]-1.599[/C][C]0.057726[/C][/ROW]
[ROW][C]13[/C][C]0.15751[/C][C]1.1787[/C][C]0.121752[/C][/ROW]
[ROW][C]14[/C][C]-0.084992[/C][C]-0.636[/C][C]0.263676[/C][/ROW]
[ROW][C]15[/C][C]-0.149336[/C][C]-1.1175[/C][C]0.13427[/C][/ROW]
[ROW][C]16[/C][C]0.038428[/C][C]0.2876[/C][C]0.387369[/C][/ROW]
[ROW][C]17[/C][C]0.073311[/C][C]0.5486[/C][C]0.292727[/C][/ROW]
[ROW][C]18[/C][C]0.025118[/C][C]0.188[/C][C]0.425791[/C][/ROW]
[ROW][C]19[/C][C]-0.097683[/C][C]-0.731[/C][C]0.233917[/C][/ROW]
[ROW][C]20[/C][C]-0.116162[/C][C]-0.8693[/C][C]0.194203[/C][/ROW]
[ROW][C]21[/C][C]-0.232732[/C][C]-1.7416[/C][C]0.043534[/C][/ROW]
[ROW][C]22[/C][C]-0.060557[/C][C]-0.4532[/C][C]0.326089[/C][/ROW]
[ROW][C]23[/C][C]0.061089[/C][C]0.4571[/C][C]0.324666[/C][/ROW]
[ROW][C]24[/C][C]0.02571[/C][C]0.1924[/C][C]0.424064[/C][/ROW]
[ROW][C]25[/C][C]-0.048755[/C][C]-0.3648[/C][C]0.3583[/C][/ROW]
[ROW][C]26[/C][C]-0.122183[/C][C]-0.9143[/C][C]0.18223[/C][/ROW]
[ROW][C]27[/C][C]-0.013256[/C][C]-0.0992[/C][C]0.460667[/C][/ROW]
[ROW][C]28[/C][C]0.012036[/C][C]0.0901[/C][C]0.464276[/C][/ROW]
[ROW][C]29[/C][C]-0.022919[/C][C]-0.1715[/C][C]0.432221[/C][/ROW]
[ROW][C]30[/C][C]-0.017742[/C][C]-0.1328[/C][C]0.447426[/C][/ROW]
[ROW][C]31[/C][C]0.024369[/C][C]0.1824[/C][C]0.427978[/C][/ROW]
[ROW][C]32[/C][C]-0.05786[/C][C]-0.433[/C][C]0.333344[/C][/ROW]
[ROW][C]33[/C][C]0.079424[/C][C]0.5944[/C][C]0.277333[/C][/ROW]
[ROW][C]34[/C][C]0.059344[/C][C]0.4441[/C][C]0.329344[/C][/ROW]
[ROW][C]35[/C][C]0.072172[/C][C]0.5401[/C][C]0.295639[/C][/ROW]
[ROW][C]36[/C][C]-0.039428[/C][C]-0.295[/C][C]0.384523[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59535&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59535&T=2

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.873069	6.5335	0
2	-0.558734	-4.1812	5.1e-05
3	0.093678	0.701	0.243096
4	0.374972	2.806	0.003443
5	0.017345	0.1298	0.448596
6	-0.267362	-2.0008	0.025138
7	0.025799	0.1931	0.423805
8	0.127345	0.953	0.172352
9	0.016275	0.1218	0.45175
10	-0.09202	-0.6886	0.246955
11	-0.077207	-0.5778	0.28287
12	-0.213673	-1.599	0.057726
13	0.15751	1.1787	0.121752
14	-0.084992	-0.636	0.263676
15	-0.149336	-1.1175	0.13427
16	0.038428	0.2876	0.387369
17	0.073311	0.5486	0.292727
18	0.025118	0.188	0.425791
19	-0.097683	-0.731	0.233917
20	-0.116162	-0.8693	0.194203
21	-0.232732	-1.7416	0.043534
22	-0.060557	-0.4532	0.326089
23	0.061089	0.4571	0.324666
24	0.02571	0.1924	0.424064
25	-0.048755	-0.3648	0.3583
26	-0.122183	-0.9143	0.18223
27	-0.013256	-0.0992	0.460667
28	0.012036	0.0901	0.464276
29	-0.022919	-0.1715	0.432221
30	-0.017742	-0.1328	0.447426
31	0.024369	0.1824	0.427978
32	-0.05786	-0.433	0.333344
33	0.079424	0.5944	0.277333
34	0.059344	0.4441	0.329344
35	0.072172	0.5401	0.295639
36	-0.039428	-0.295	0.384523

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 1 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 1 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

R code (references can be found in the software module):

if (par1 == 'Default') {
par1 = 10*log10(length(x))
} else {
par1 <- as.numeric(par1)
}
par2 <- as.numeric(par2)
par3 <- as.numeric(par3)
par4 <- as.numeric(par4)
par5 <- as.numeric(par5)
if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
par7 <- as.numeric(par7)
if (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='pic1.png')
racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
dev.off()
(myacf <- c(racf$acf))
(mypacf <- c(rpacf$acf))
lengthx <- length(x)
sqrtn <- sqrt(lengthx)
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('basics.htm','ACF(k)','click here for more information about the Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 2:(par1+1)) {
a<-table.row.start(a)
a<-table.element(a,i-1,header=TRUE)
a<-table.element(a,round(myacf[i],6))
mytstat <- myacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Partial Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('basics.htm','PACF(k)','click here for more information about the Partial Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 1:par1) {
a<-table.row.start(a)
a<-table.element(a,i,header=TRUE)
a<-table.element(a,round(mypacf[i],6))
mytstat <- mypacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable1.tab')

Free Statistics

Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code